SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

SpotGamma Report for: 08/31/2020 AM

Note:Futures are trading around 3515 but off of their overnight highs of 3525. Our data reflects little change from Friday - and that includes no move in the 3500 Call Wall. QQQ gamma also remains very flat despite the large SPY/SPX positive gamma. In summary: no movement in the Call Wall suggests no major addition […]

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